The treatment and management of patients with metastatic melanoma have evolved considerably in the “era” of personalized medicine. Melanoma was one of the first solid tumors to benefit from immunotherapy; life expectancy for patients in advanced stage of disease has improved. However, many progresses have yet to be made considering the (still) high number of patients who do not respond to therapies or who suffer adverse events. In this scenario, precision medicine appears fundamental to direct the most appropriate treatment to the single patient and to guide towards treatment decisions. The recent multi-omics analyses (genomics, transcriptomics, proteomics, metabolomics, radiomics, etc.) and the technological evolution of data interpretation have allowed to identify and understand several processes underlying the biology of cancer; therefore, improving the tumor clinical management. Specifically, these approaches have identified new pharmacological targets and potential biomarkers used to predict the response or adverse events to treatments. In this review, we will analyze and describe the most important omics approaches, by evaluating the methodological aspects and progress in melanoma precision medicine.